VIX fly / spread journal

Discussion in 'Journals' started by Jgills, Oct 22, 2012.

  1. he is teasing u :)
     
    #351     Dec 12, 2013
  2. Just cuz I like youse guys, and I've executed the trade already :p here's a suggestion: sell the Dec 16/15 puts. Do it for the natural at .20 if you can't get the mid at .25.
    Found money. SOQ tomorrow isn't coming in under 15.75 in any scenario I can think of. Fed isn't saying anything until 2PM, so if there's a vol crush after it's not starting til then, I would think.
    Only did ten of these myself, by rolling up the 15s I sold, which went to .025 today, to 16. I still treat the SOQ like a grenade with the pin pulled, don't like to do too much with it. But a small bonus is better than no bonus at all.
     
    #352     Dec 17, 2013
  3. why not a calendar?
     
    #353     Dec 17, 2013
  4. Cause I already had 10 15/14 Dec put spreads sold, so closing out the 15s and opening the 16s was easiest. Just a little jelly on the toast for tomorrow's breakfast, I hope.
     
    #354     Dec 17, 2013
  5. Jgills

    Jgills

    i closed all the feb mar spreads i had today between 0.96 and 1.00 (i was long the spread).

    i have no other positions at the moment.

    merry christmas all!
     
    #355     Dec 24, 2013
  6. Merry Christmas J
     
    #356     Dec 24, 2013
  7. Jgills

    Jgills

    its now year end, ive attached my strategy performance analysis (from IB) for the year in both daily and monthly form.

    ive made a lot of progress on my strategies this year that i'm happy with, but there is still room for improvement.

    i have a lot more to comment and say, but i've got to run out now and just wanted to update this fast. i will post again later.
     
    #357     Jan 1, 2014
  8. Impressive. what kind of $ amount range is your account 5, 6 or 7 figures..? also whats your holding period?
     
    #358     Jan 1, 2014
  9. ??
     
    #359     Jan 2, 2014
  10. Jgills

    Jgills

    sorry - 5 digits and i have a few different styles of trading in there that can trade within days or weeks. i hope to have this be 6 by year end
     
    #360     Jan 2, 2014